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The high volume return premium : cross-country evidence
Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
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The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R.; Wang, Charles C. Y. - In: Journal of financial economics 116 (2015) 3, pp. 505-525
Persistent link: https://www.econbiz.de/10011348465
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The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
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Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay; Tamayo, Ane - In: Journal of financial economics 105 (2012) 1, pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
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Time-varying inflation risk and stock returns
Boons, Martijn; Duarte, Fernando; Roon, Frans de; … - In: Journal of financial economics 136 (2020) 2, pp. 444-470
Persistent link: https://www.econbiz.de/10012545595
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Salience theory and stock prices : empirical evidence
Cosemans, Mathijs; Frehen, Rik - In: Journal of financial economics 140 (2021) 2, pp. 460-483
Persistent link: https://www.econbiz.de/10012650457
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Predicting market returns using aggregate implied cost of capital
Li, Yan; Ng, David Tat-chee; Swaminathan, Bhaskaran - In: Journal of financial economics 110 (2013) 2, pp. 419-436
Persistent link: https://www.econbiz.de/10010208662
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Price and volatility co-jumps
Bandi, F. M.; Renò, Roberto - In: Journal of financial economics 119 (2016) 1, pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of financial economics 119 (2016) 2, pp. 249-283
Persistent link: https://www.econbiz.de/10011589843